Rapport de Backtest

Stratégie: SimpleMaManaged | Ticker: AAPL | Période: 2024-01-02 → 2025-10-31
Sharpe
0.95
Sortino
0.61
Calmar
1.34

Equity Curve

Underwater

Performance

CAGR6.24%
Max Drawdown4.64%
Ulcer Index0.02

Trades

Total6 Win Rate50.00%
Profit Factor3.04 Payoff Ratio3.04

Tableau des Trades

OpenCloseSideSizeEntryExitNet PnL
2024-05-06 04:00:00 2024-06-12 04:00:00 Long 13 181.14 181.14 662.58
2024-08-22 04:00:00 2024-09-17 04:00:00 Long 13 226.85 226.85 -290.87
2024-09-30 04:00:00 2024-10-02 04:00:00 Long 13 229.09 229.09 -105.85
2024-11-27 05:00:00 2024-12-17 05:00:00 Long 13 233.76 233.76 311.44
2025-02-19 05:00:00 2025-02-28 05:00:00 Long 13 244.18 244.18 -176.65
2025-05-05 04:00:00 2025-08-14 04:00:00 Long 13 202.71 202.71 770.02